+391.9%
BAC vs GM
+242.0%
+149.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.5% |
| 7D | -0.3% | -1.1% | +0.8% | +0.2% |
| 30D | -1.8% | -3.4% | +1.7% | -0.4% |
| 3M | +15.3% | +8.7% | +6.6% | +10.1% |
| 6M | +30.2% | +15.4% | +14.7% | +19.9% |
| YTD | +15.6% | +6.6% | +9.0% | +10.0% |
| 1Y | +27.5% | +51.5% | -24.0% | +1.1% |
| 3Y | +137.0% | +169.3% | -32.3% | +33.4% |
| 5Y | +75.6% | +81.6% | -6.0% | +15.2% |
| All | +391.9% | +242.0% | +149.9% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling